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bchadwick

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tT
发表于 2011-7-13 13:18 | 只看该作者

Easy question for essays

question
Naive vs Minimum Variance Hedge
Sub components of Variance decomposition
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mcmc

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2#
发表于 2011-7-13 13:18 | 只看该作者
seriously WHAT?

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mp3bu

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3#
发表于 2011-7-13 13:18 | 只看该作者
Naive hedge - only hedging currency risk of the principal amount and not change in principal

Minimum variance hedging - Hedging both

Sub components

Transaction component - hedging currency risk of principal
Economic component - heding currency risk of total portfolio return

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Valores

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4#
发表于 2011-7-13 13:18 | 只看该作者
drk Wrote:
-------------------------------------------------------
> Naive hedge - only hedging currency risk of the
> principal amount and not change in principal
>
> Minimum variance hedging - Hedging both
>
> Sub components
>
> Transaction component - hedging currency risk of
> principal
> Economic component - heding currency risk of total
> portfolio return

Fo shizzle

NO EXCUSES

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